% 数据准备
% 假设有一个输入变量 X 和一个目标变量 Y
% 假设数据已经存储在 X 和 Y 中,每个变量为列向量
% 参数设置
inputWindowSize = 10; % 输入窗口大小
outputWindowSize = 1; % 输出窗口大小
numFeatures = 1; % 输入变量的数量
numFilters = 32; % TCN 中的滤波器数量
numHiddenUnits = 64; % BiGRU 中的隐藏单元数量
numAttentionUnits = 32; % 注意力机制中的单元数量
numEpochs = 50; % 训练迭代次数
% 数据预处理
% 对输入序列进行滑动窗口处理
inputFeatures = zeros(length(X)-inputWindowSize+1, inputWindowSize);
for i = 1:length(X)-inputWindowSize+1
inputFeatures(i, 😃 = X(i:i+inputWindowSize-1)';
end
% 提取输出窗口对应的目标变量
outputTarget = Y(outputWindowSize:end);
% 数据划分为训练集和测试集
trainRatio = 0.8; % 训练集比例
trainSize = floor(trainRatio * size(inputFeatures, 1));
trainInput = inputFeatures(1:trainSize, 😃;
trainTarget = outputTarget(1:trainSize, 😃;
testInput = inputFeatures(trainSize+1:end, 😃;
testTarget = outputTarget(trainSize+1:end, 😃;
% 构建 CPO-TCN-BiGRU-Attention 模型
inputSize = inputWindowSize;
layers = [
sequenceInputLayer(inputSize)
temporalConvolutionLayer(3, numFilters, ‘Padding’, ‘same’)
reluLayer
sequenceInputLayer(numFilters)
bidirectional(gruLayer(numHiddenUnits, ‘OutputMode’, ‘sequence’))
sequenceFoldingLayer(‘Name’, ‘BiGRU’)
sequenceUnfoldingLayer(‘Name’, ‘BiGRU’)
attentionLayer(numAttentionUnits, ‘Name’, ‘Attention’)
fullyConnectedLayer(1)
regressionLayer
];
% 模型训练
options = trainingOptions(‘adam’, …
‘MaxEpochs’, numEpochs, …
‘MiniBatchSize’, 32, …
‘ValidationData’, {testInput, testTarget}, …
‘Plots’, ‘training-progress’);
model = trainNetwork(trainInput, trainTarget, layers, options);
% 模型预测
predictions = predict(model, testInput);
% 结果可视化
figure
plot(testTarget)
hold on
plot(predictions)
legend(‘实际值’, ‘预测值’)
xlabel(‘样本’)
ylabel(‘值’)
title(‘回归预测’)